Because you use an active antenna, 3-4 dB of loss will not hurt the performance much(the loss of your selection is specified as 0.2+3=3.2 dB). You can put one more LNA after the antenna if required.
The actual issue is to select one of the receivers to supply the antenna and prevent the other not to cause short circuit between different voltage levels(most receivers have a voltage source to supply the connected antenna, the voltage levels may vary from one to other). If your current setup is OK, the component you selected will allow you to add second receiver with no additional components. You notice the labels on the module, connect your current receiver through the way labeled "DC pass", connect the new receiver through DC blocked way.
Blocked way has a load emulating the antenna, because some receivers give antenna error if they do not see any loading. If you do not need such emulation, there are other splitters blocking DC without load emulation. You can select one supporting the GPS frequency band.